-33.9%
KWEB vs SHAK
-21.2%
-12.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.6% | +4.1% |
| 7D | +5.8% | +8.3% | -2.5% | +5.0% |
| 30D | -1.0% | +16.7% | -17.7% | -2.4% |
| 3M | -15.8% | +10.0% | -25.8% | -16.7% |
| 6M | -14.9% | -23.8% | +8.9% | -13.0% |
| YTD | -28.6% | -10.3% | -18.3% | -28.1% |
| 1Y | -33.9% | -22.9% | -11.0% | -31.8% |
| All | -33.9% | -21.2% | -12.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling